1. Liquidity risk and CMBX microstructure;Review of Financial Economics;2024-01-25
2. The Expected Returns of Agency MBS;SSRN Electronic Journal;2023
3. Rule Based Predictions for Loan Defaults of Used Cars Based on DRSA and FCA;2022 International Conference on Technologies and Applications of Artificial Intelligence (TAAI);2022-12
4. Girsanov, Numeraires, and All That;Cam El Quantitative;2022-10-20
5. Optimal refinancing strategy for mortgage rate with regime switching;Applied Stochastic Models in Business and Industry;2021-10-10